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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2504.08317 |
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| _version_ | 1866909575400128512 |
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| author | Bardina, Xavier Boukfal, Salim |
| author_facet | Bardina, Xavier Boukfal, Salim |
| contents | In this paper we provide sufficient conditions for sequences of random fields of the form $\int_{D} f(x,y) θ_n(y) dy$ to weakly converge, in the space of continuous functions over $D$, to integrals with respect to the Brownian sheet, $\int_{D} f(x,y)W(dy)$, where $D \subset \mathbb{R}^d$ is a rectangular domain, $x \in D$, $f$ is a function satisfying some integrability conditions and $\{θ_n\}_n$ is a sequence of stochastic processes whose integrals $\int_{[0,x]}θ_n(y)dy$ converge in law to the Brownian sheet (in the sense of the finite dimensional distribution convergence). We then apply these results to stablish the weak convergence of solutions of the stochastic Poisson equation. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2504_08317 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Weak convergence of stochastic integrals with applications to SPDEs Bardina, Xavier Boukfal, Salim Probability 60F17, 60H05, 60H15 In this paper we provide sufficient conditions for sequences of random fields of the form $\int_{D} f(x,y) θ_n(y) dy$ to weakly converge, in the space of continuous functions over $D$, to integrals with respect to the Brownian sheet, $\int_{D} f(x,y)W(dy)$, where $D \subset \mathbb{R}^d$ is a rectangular domain, $x \in D$, $f$ is a function satisfying some integrability conditions and $\{θ_n\}_n$ is a sequence of stochastic processes whose integrals $\int_{[0,x]}θ_n(y)dy$ converge in law to the Brownian sheet (in the sense of the finite dimensional distribution convergence). We then apply these results to stablish the weak convergence of solutions of the stochastic Poisson equation. |
| title | Weak convergence of stochastic integrals with applications to SPDEs |
| topic | Probability 60F17, 60H05, 60H15 |
| url | https://arxiv.org/abs/2504.08317 |